To strengthen international investment cooperation with the main countries along the “Yu-Xin-Ou” Railway route has important practical significance on the implementation of China’s “Belt & Road” initiative. The route countries along “Yu-Xin-Ou” Railway has shaped a “west-high，east-low” geographical pattern for their international investment cooperation value. Factors influencing the international investment cooperation value include infrastructure perfection，institution efficiency and economic development level. From the perspective of macro institution efficiency，the route countries behave not very well in aspects of government stability，socio-economical environment，corruption level and bureaucratic quality.